Prime jumbo RMBS
Sequoia Mortgage Trust 2013-8
424B5 filed 2013-06-13, acc 0001144204-13-034658
machine-encoded from the prospectus by the extraction pipeline and tied out over 158 periods (2013-08-26 to 2026-09-25); not yet expert-verified
Backtested periods
158
2013-08-26 to 2026-09-25
Comparison points within $1
99.9%
3,918 points
Max principal delta
$0.01
interest $1.87 · balance $0.04
What the encoder found in the filings
- window starts at deal month 2 (2013-08-26); earlier reports are not in the machine-readable run
Capital structure · original faces
A-1
$393,959,000.00
A-2
$23,528,000.00
A-3
$10,000,000.00
B-1
$9,663,000.00
B-2
$7,593,000.00
B-3
$6,902,000.00
B-4
$3,681,000.00
B-5
$4,832,464.00
viridian = senior (per-pool) · burgundy = cross-collateralized subordinates · IO classes (A-IO1, A-IO2) accrue on senior notionals
Worst remaining deltas · computed vs reported
interest
| 2014-03-25 | A-IO2 | -1.87 |
| 2014-05-27 | A-IO2 | -1.30 |
| 2013-11-25 | A-IO2 | -0.35 |
| 2013-08-26 | B-5 | -0.35 |
| 2013-08-26 | A-IO2 | +0.34 |
principal
| 2020-11-25 | A-2 | +0.01 |
| 2020-11-25 | A-3 | -0.01 |
| 2013-08-26 | B-2 | +0.01 |
| 2015-08-25 | A-1 | -0.01 |
| 2013-10-25 | A-1 | -0.01 |
ending balance
| 2026-04-27 | A-1 | +0.04 |
| 2026-06-25 | A-1 | +0.04 |
| 2026-05-26 | A-1 | +0.04 |
| 2022-03-25 | B-1 | +0.04 |
| 2026-03-25 | A-1 | +0.04 |